Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 803'019 CHF | 179'449 CHF | 99.27% | 99.27% |
12.07.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 782'592 CHF | 174'909 CHF | 99.27% | 99.27% |
11.07.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 764'578 CHF | 170'906 CHF | 99.27% | 99.27% |
10.07.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 748'121 CHF | 167'249 CHF | 99.27% | 99.27% |
09.07.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 746'895 CHF | 166'977 CHF | 99.27% | 99.27% |
08.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 765'284 CHF | 171'063 CHF | 99.22% | 99.22% |
05.07.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 761'549 CHF | 170'233 CHF | 99.27% | 99.27% |
04.07.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 742'783 CHF | 166'063 CHF | 99.27% | 99.27% |
03.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 717'009 CHF | 160'335 CHF | 99.27% | 99.27% |
02.07.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 660'967 CHF | 147'882 CHF | 99.26% | 99.26% |